Results 11 to 20 of about 39,031 (244)

Gambler's Ruin Problem in Several Dimensions

Advances in Applied Mathematics, 2002
Consider symmetric simple random walk on \(\{0,1, \dots,N\} \times\{0,1, \dots,M\}\) with absorbing boundaries \(x=0\), \(x=N\), \(y=0\), \(y=M\). Let \(a(i,j)\) be the expected time to absorption when starting in \((i,j)\), satisfying \[ 4a(i,j)= 4+a(i+1,j) +a(i-1,j)+ a(i,j+1)+a(i,j-1), \quad 1\leq i\leq N-1,\;1\leq j\leq M-1,\tag{*} \] with boundary ...
Andrej Kmet, Marko Petkovsek
openaire   +1 more source

Calculating multivariate ruin probabilities via Gaver–Stehfest inversion technique [PDF]

, 1999
Multivariate characteristics of risk processes are of high interest to academic actuaries. In such models, the probability of ruin is obtained not only by considering initial reserves u but also the severity of ruin y and the surplus before ruin x. This
Usabel Rodrigo, Miguel Arturo
core   +4 more sources

On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes [PDF]

, 2016
In this paper, a dependent Sparre Andersen risk process in which the joint density of the interclaim time and the resulting claim severity satisfies the factorization as in Willmot and Woo (2012) is considered.
Cheung, ECK, Woo, JK
core   +1 more source

ORTHOSTATIC HYPOTENSION IN PSYCHIATRY (A LITERATURE REVIEW WITH AUTHORS’ COMMENTS)

Siberian Journal of Life Sciences and Agriculture, 2019
Purpose. To provide the reader with a thorough overview of epidemiology, potential risk factors, etiological causes, and pathogenetic mechanisms of the development of orthostatic hypotension in psychiatry.
Roman Aleksandrovich Bekker, Yuriy Vitalevich Bykov   +1 more
doaj   +1 more source

Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities [PDF]

Methodology and Computing in Applied Probability, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Loisel, Stéphane, Lefèvre, Claude
openaire   +3 more sources

The $W,Z$ scale functions kit for first passage problems of spectrally negative Levy processes, and applications to the optimization of dividends [PDF]

, 2019
First passage problems for spectrally negative L\'evy processes with possible absorbtion or/and reflection at boundaries have been widely applied in mathematical finance, risk, queueing, and inventory/storage theory.
Albrecher, Albrecher, Albrecher, Albrecher, Albrecher, Albrecher, Albrecher, Albrecher, Albrecher, Albrecher, Asmussen, Asmussen, Avram, Avram, Avram, Avram, Avram, Avram, Avram, Avram, Avram, Avram, Avram, Avram, Avram, Avram, Avram, Azcue, Baurdoux, Baurdoux, Baurdoux, Bayraktar, Bertoin, Bingham, Boxma, Brockwell, Caballero, Caballero, Cai, Carr, Ceren Vardar-Acar, Chan, Danijel Grahovac, de Finetti, Debicki, Dickson, Dickson, Dubins, Dufresne, Dufresne, Döring, Egami, Florin Avram, Gerber, Gerber, Gerber, Gerber, Gerber, Grahovac, Hernandez, Hobson, Huzak, Ivanovs, Ivanovs, Ivanovs, Jacobsen, Jeanblanc-Picqué, Kawazu, Kruk, Kyprianou, Kyprianou, Kyprianou, Landriault, Landriault, Landriault, Landriault, Landriault, Lehoczky, Li, Li, Li, Li, Li, Lin, Loeffen, Loeffen, Loeffen, Loisel, Løkka, Mijatovic, Miller, Noba, Page, Paroissin, Peskir, Picard, Pistorius, Pistorius, Pérez, Pérez, Pérez, Renaud, Ricciardi, Shepp, Shiryaev, Shreve, Suprun, Taylor, Wang, Yamazaki, Yin, Zhang, Zhao, Zhou   +113 more
core   +4 more sources

Ruin excursions, the G/G/Infinity queue and tax payments in renewal risk models [PDF]

, 2010
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance portfolio reserve process in the Cramer-Lundberg model with and without tax payments.
Albrecher, H., Borst, S., Boxma, O., Resing, J.   +3 more
core   +4 more sources

A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION [PDF]

Bulletin of the Korean Mathematical Society, 2003
Summary: This paper investigates the tail asymptotic behavior of the severity of ruin (the deficit at ruin) in the renewal model. Under the assumption that the tail probability of the claim size is dominatedly varying a uniform asymptotic formula for the tail probability of the deficit at ruin is obtained.
openaire   +2 more sources

From ransoms to ruin: Are extortion payments by ransomware victims insurable?

Data & Policy
Cyber risk is an important consideration in today’s risk management and insurance industries. However, the statistical features of cyber risk, including concerns of solvency for cyber insurance providers, are still emerging.
Divya Ramjee, Eireann Leverett
doaj   +1 more source

Sirolimus for Extracranial Arteriovenous Malformations: A Scoping Review of the Evidence in Syndromic and Non‐Syndromic Cases

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Arteriovenous malformations (AVMs) are rare, high‐flow, vascular anomalies that can occur either sporadically or as part of a genetic syndrome. AVMs can progress with serious morbidity and even mortality if left unchecked. Sirolimus is an mTOR inhibitor that is effective in low‐flow vascular malformations; however, its role in AVMs is unclear.
Will Swansson, Ingrid Winship, Gary Hammerschlag, Laura Scardamaglia   +3 more
wiley   +1 more source